Robust ℋ∞ filtering for uncertaindiscrete-time state-delayed systems

Authors:
R.M. Palhares;C.E. de Souza;P.L. Dias Peres
Affiliations:
Graduate Program in Electr. Eng., Pontifical Catholic Univ. of Minas Gerais, Belo Horizonte;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
2001

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Abstract

This paper addresses the problem of robust ℋ∞ filtering for linear discrete-time systems subject to parameter uncertainties in the system state-space model and with multiple time delays in the state variables. The uncertain parameters are supposed to belong to a given convex bounded polyhedral domain. A methodology is developed to design a stable linear filter that assures asymptotic stability and a prescribed ℋ∞ performance for the filtering error, irrespective of the uncertainty and the time delays. The proposed design is given in terms of linear matrix inequalities, which has the advantage in that it can be implemented numerically very efficiently